@stilettoimp
Well done, sounds like you are on your way with some of those DIY bits.
My car is totally stock, apart from having a Prodrive cat-back exhaust system. It is lovely! It doesn't idle much louder than a stock system, and when cruising it isn't offensive at all. When you open up it still has some refinement in comparison to aftermarket units which tend to be a lot louder. If you read through a lot of exhaust topics loads of people think the Prodrive system is the best OEM+ option.
If you change any performance components I would have thought a map is necessary. But double check this with a tuner first as I'm not best placed to pass judgement.
Regards ball joints, I'm not sure I'm afraid.
@Siluro
So the up-pipe on the 2.0 has a cat, and sometimes once the engine is tuned there have been reports that they have been sucked in to the turbo by owners.
This is for the WRX from what I remember.
The STi and Hawkeye models don't have the cat in the up-pipe from what I remember reading. Subaru sorted that out. But just to make sure I would do a bit of research on your model.